Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-2.688
Tracking Error
0.083
Treynor Ratio
0
Total Fees
$0.00
 
class ResistanceQuantumRegulators(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 29)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.max = self.MAX(self.symbol, 9, Resolution.Daily, Field.High)
        self.delay = Delay(26)
        self.RegisterIndicator(self.symbol, self.delay, Resolution.Daily, Field.Close)
        
        self.SetWarmUp(26)
        
    def OnData(self, data):
        if self.max.IsReady:
            self.Plot('Max', 'Value', self.max.Current.Value)
        if self.delay.IsReady:
            self.Plot('Delay', 'Value', self.delay.Current.Value)